+177.1%
USFD vs CASY
+254.0%
-76.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.2% | -5.0% | -3.5% |
| 7D | +3.9% | +1.8% | +2.1% | +3.3% |
| 30D | +10.7% | +11.2% | -0.5% | +6.9% |
| 3M | +6.3% | -19.1% | +25.4% | +13.1% |
| 6M | +16.2% | -19.9% | +36.1% | +23.0% |
| YTD | +41.9% | +25.2% | +16.7% | +26.2% |
| 1Y | +44.2% | +31.6% | +12.6% | +25.4% |
| 3Y | +159.8% | +155.4% | +4.4% | +63.6% |
| 5Y | +177.1% | +251.5% | -74.4% | +36.5% |
| All | +177.1% | +254.0% | -76.9% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CASY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling